A Rare Case of Cardiac Angiosarcoma Presenting as Recurrent Atrial Flutter/Fibrillation

Introduction Cardiac angiosarcomas are extremely rare, with an incidence of only 0.056%. They can have various presentations, including arrhythmias. Case A 65-year-old male presented to an outside hospital one year ago with palpitations. Heart rates were 130 bpm, and EKG revealed new-onset atrial flutter with 2-1 block. Apixaban and metoprolol tartrate were started, with plans for a TEE and cardioversion in 4 weeks. He went to the emergency department twice the following month with rapid atrial fibrillation and had TEE and cardioversion twice one week apart. A 2.5 cm mass in the right atrium was noted on the TEE. The atrial mass was concerning for a myxoma. A cardiac MRI was done as an outpatient, showing a large mass (31 x 22 x 35 mm) at the roof of the right atrium consistent with myxoma. A right atrial biopsy was performed, with pathology showing malignant vascular neoplasm favoring angiosarcoma. Primary cardiac angiosarcoma was diagnosed, and chemotherapy was initiated. He was referred to a cardiothoracic surgeon and underwent a right atrial sarcoma resection, left atrial appendage clip, and MAZE procedure. A few weeks later, the patient presented to our hospital with atrial flutter/fibrillation and rapid heart rates. Given multiple recurrences of symptomatic atrial fibrillation and intolerance of rate control medications, it was decided to proceed with an AV nodal ablation, which was successful. Conclusions Cardiac angiosarcoma is a rare malignant tumor. Diagnosis is challenging due to nonspecific presentations based on its location in the heart and can be the etiology for recurrent atrial fibrillation/flutter

The Long-Run Impact of Information Security Breach Announcements on Investors’ Confidence: The Context of Efficient Market Hypothesis

Information and communication technologies (ICTs) are the cornerstone for sustainable development, but if they are not appropriately managed, they will impede progress towards the United Nations Global Sustainable Development Goals. Among undesirable impacts, emphasis must be put on the risk of information security (ISec) breaches, as they pose a potential threat to businesses there. Especially for publicly traded firms, they could create a long-lasting influence on their financial performance and, thus, stock investors’ confidence. Following the efficient market hypothesis’s footsteps, previous studies have examined only the short-run impact on investors’ confidence ensuing to ISec breach announcements. Therefore, this study investigates the long-run impact of ISec breach announcements on investors’ confidence. Based on a sample of 73 ISec breach announcements during 2011–2019, this paper examines the impact on investors’ confidence, as demonstrated by long-run abnormal returns and equity risk of those firms. Using a one-to-one matched sampling approach, each firm’s performance is analyzed with its control firm over eighteen months, starting six months before the announcement, through twelve months after the announcement. Firms experienced a significant negative abnormal return of 15% to 18% during the twelve months following the breach announcement. In comparison, equity risk increased by 11% within six months before and after an announcement. This study can help investors, managers, and researchers better understand a long-term relationship between ISec breaches and investor confidence in the context of efficient market hypothesis

The Long-Run Impact of Information Security Breach Announcements on Investors’ Confidence: The Context of Efficient Market Hypothesis

Information and communication technologies (ICTs) are the cornerstone for sustainable development, but if they are not appropriately managed, they will impede progress towards the United Nations Global Sustainable Development Goals. Among undesirable impacts, emphasis must be put on the risk of information security (ISec) breaches, as they pose a potential threat to businesses there. Especially for publicly traded firms, they could create a long-lasting influence on their financial performance and, thus, stock investors’ confidence. Following the efficient market hypothesis’s footsteps, previous studies have examined only the short-run impact on investors’ confidence ensuing to ISec breach announcements. Therefore, this study investigates the long-run impact of ISec breach announcements on investors’ confidence. Based on a sample of 73 ISec breach announcements during 2011–2019, this paper examines the impact on investors’ confidence, as demonstrated by long-run abnormal returns and equity risk of those firms. Using a one-to-one matched sampling approach, each firm’s performance is analyzed with its control firm over eighteen months, starting six months before the announcement, through twelve months after the announcement. Firms experienced a significant negative abnormal return of 15% to 18% during the twelve months following the breach announcement. In comparison, equity risk increased by 11% within six months before and after an announcement. This study can help investors, managers, and researchers better understand a long-term relationship between ISec breaches and investor confidence in the context of efficient market hypothesis